Any of you ever start your own consulting business ?

Hey there, have any of you ever started your own consulting business and found success ? I’ve got about 10 years of inside sales, business development, and marketing experience. I’ve worked for several Fortune 200-500 companies. My sister has started a company, she’s doing the social media work for some super famous people. She’s super successful and between the two of us we have about 20 years of experience. I offered to start the Dallas branch where I work. Looks like I need to start pounding the phone and marketing to find my first client. I’m nervous though, because I have a family and basically if I can’t find a client for the first couple months it’s going to be so rough financially. Anyone have this happen and was able to make it work for them?